Time lagged assymptotic dependence in matlab

The following Matlab project contains the source code and Matlab examples used for time lagged assymptotic dependence. TDCs with time lag, maximum TDC, dominant time lag of TDCs, window TDC, extremal variogram with time lag, minimum extremal variogram and dominant time lag of extremal variogram.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
license.txt 1322
dominant_lag_maximum_TDC.m 552
dominant_lag_minimum_ev.m 562
extremal_variogram.m 1321
plot_extremal_variogram.m 442
plot_TDC.m 408
tail_dependence.m 1123
window_TDC.m 1016